Best answer by RetiredTripleHelix
Also to add from what webroot says!
Managing the firewallThe SecureAnywhere firewall monitors data traffic traveling out of your computer ports. It looks for untrusted processes that try to connect to the Internet and steal your personal information. It works with the Windows firewall, which monitors data traffic coming into your computer. With both the SecureAnywhere and Windows firewall turned on, your data has complete inbound and outbound protection.
You should not turn off either the Windows firewall or the SecureAnywhere firewall. If they are disabled, your system is open to many types of threats whenever you connect to the Internet or to a network. These firewalls can block malware, hacking attempts, and other online threats before they can cause damage to your system or compromise your security.
The SecureAnywhere firewall is preconfigured to filter traffic on your computer. It works in the background without disrupting your normal activities. If the firewall detects any unrecognized traffic, it opens an alert where you can block the traffic or allow it to proceed.